-19.7%
PDD vs CART
+40.2%
-59.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | -4.9% | +1.3% | -6.2% | -5.0% |
| 30D | -3.0% | +19.2% | -22.2% | -4.1% |
| 3M | -6.2% | +17.6% | -23.7% | -7.2% |
| 6M | -20.7% | +47.4% | -68.1% | -22.7% |
| YTD | -30.4% | +30.9% | -61.2% | -31.8% |
| 1Y | -41.3% | +46.0% | -87.2% | -42.9% |
| 3Y | -27.7% | +130.3% | -158.0% | -30.5% |
| All | -19.7% | +40.2% | -59.9% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CART wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling